Dry ice is compressed carbon dioxide gas. The same gas all animals exhale during breathing. The smoke is not harmfull. Although possible getting too much gas could deprice someone of oxygen and cause light headedness. Don't be overly concerned about kids or adults breathing the smoke unless they continue for a long time.
For a spppoky effect of playing games around a table or to have a continuous stream of fog covering a surface you need to avoid a breezy area. Please a container full of the hottest water you can get in a container. A large vase make a great effect. Place a large piece or pieces of ice in the container and immediately the table the surrounding the container will be covered with vapor. The efffect may last only a few minutes. To keep it going the water must be kept heated. If you keep placing ice in cold water the water will freeze. If the block of dry ice turns to a block of ice use hot water to melt it to release the dry ice.
Unless you have a huge budget, a completely still night and a truckload of dry ice do not expect to fill your yard or front step with fog. The largest display of fog I ever witnesses is the Phantom of the opera. The effect barely lasted the whole song and requires vats of hot water, with large baskets full of dry ice. The fog is vented to the stage.
The best way to get yard fog is through a smoke machine. Although the smoke does not stay on the ground it is cost effective. If you live where the nights at Halloween time are warm you have a better changce of getting the smoke to stay down. I built a fog chiller. A cooler where the smoke machine smoke would pass before being vented out. The chiller is designed to cool the hot smoke machine air so it does not rise when released. The problem is that smoke machine work by heating fluid and pumping it through a hot tub. This hot smoke rises with the hot air that comes with the smoke. If the smoke is cooled the smoke will not rise and a pseudo fog effect is present. However in cold climates there is practically no way to cool the smoke cold enough to be colder than the night air.
Bottom line: Use a smoke machine for yard effects. To make it fog like on warm nights use a chiller. On cold nights just be glad it's not raining on you and enjoy the smoke rising.
IMPORTANT NOTE: Purchase your dry ice right before your party/event. many stores at Halloween let you reserve the amount you need. Dry ice will dissapate quickly. Storing dry ice (Even in the freezer) will not keep for more than 8 hours. Therefore plan on purchasing only what is needed and using it right away.